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Trends in Natural Resource Commodity Prices: Deterministic or Stochastic?

Citations

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Cited by:

  1. Lee, Chien-Chiang & Lee, Jun-De, 2009. "Income and CO2 emissions: Evidence from panel unit root and cointegration tests," Energy Policy, Elsevier, vol. 37(2), pages 413-423, February.
  2. Shafiee, Shahriar & Topal, Erkan, 2010. "A long-term view of worldwide fossil fuel prices," Applied Energy, Elsevier, vol. 87(3), pages 988-1000, March.
  3. Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien Mcmahon, 2008. "Forecasting commodity prices: GARCH, jumps, and mean reversion," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 279-291.
  4. Ehrlich, Lars G., 2018. "What drives nickel prices: A structural VAR approach," HWWI Research Papers 186, Hamburg Institute of International Economics (HWWI).
  5. Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien, 2008. "Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield," Cahiers de recherche 0801, GREEN.
  6. Lee, Junsoo & List, John A. & Strazicich, Mark C., 2006. "Non-renewable resource prices: Deterministic or stochastic trends?," Journal of Environmental Economics and Management, Elsevier, vol. 51(3), pages 354-370, May.
  7. Madziwa, Lawrence & Pillalamarry, Mallikarjun & Chatterjee, Snehamoy, 2022. "Gold price forecasting using multivariate stochastic model," Resources Policy, Elsevier, vol. 76(C).
  8. Löfgren, Åsa & Millock, Katrin & Nauges, Céline, 2008. "The effect of uncertainty on pollution abatement investments: Measuring hurdle rates for Swedish industry," Resource and Energy Economics, Elsevier, vol. 30(4), pages 475-491, December.
  9. Cees Withagen, 1998. "Untested Hypotheses in Non-Renewable Resource Economics," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 11(3), pages 623-634, April.
  10. Koundouri, Phoebe, 2000. "Three approaches to measuring natural resource scarcity: theory and application to groundwater," MPRA Paper 38265, University Library of Munich, Germany.
  11. Rajendra Prasad Khajuria & Shashi Kant & Susanna Laaksonen-Craig, 2009. "Valuation of Timber Harvesting Options Using a Contingent Claims Approach," Land Economics, University of Wisconsin Press, vol. 85(4), pages 655-674.
  12. Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos, 2013. "Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices," MPRA Paper 122327, University Library of Munich, Germany.
  13. Peng, Juan & Yang, Jinqiang & Zhao, Pengxiang, 2025. "Investment, Tobin’s q, and the stochastic price of fossil fuel," Energy Economics, Elsevier, vol. 148(C).
  14. Landajo, Manuel & Presno, Marıa Jose, 2022. "The prices of renewable commodities: a robust stationarity analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(02), January.
  15. Manuel Landajo & Mar'ia Jos'e Presno, 2024. "The prices of renewable commodities: A robust stationarity analysis," Papers 2402.01005, arXiv.org.
  16. Pieschacón, Anamaría, 2012. "The value of fiscal discipline for oil-exporting countries," Journal of Monetary Economics, Elsevier, vol. 59(3), pages 250-268.
  17. Presno, María José & Landajo, Manuel & Fernández, Paula, 2012. "Non-renewable resource prices. A robust evaluation from the stationarity perspective," MPRA Paper 42523, University Library of Munich, Germany.
  18. Ghoshray, A., 2018. "The Dynamic Properties of Natural Resource Prices," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277210, International Association of Agricultural Economists.
  19. Kelvin Balcombe & Iain Fraser & Abhijit Sharma, 2011. "Bayesian model averaging and identification of structural breaks in time series," Applied Economics, Taylor & Francis Journals, vol. 43(26), pages 3805-3818.
  20. Narayan, Paresh Kumar & Liu, Ruipeng, 2011. "Are shocks to commodity prices persistent?," Applied Energy, Elsevier, vol. 88(1), pages 409-416, January.
  21. Ghoshray Atanu & Kejriwal Mohitosh & Wohar Mark, 2014. "Breaks, trends and unit roots in commodity prices: a robust investigation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 23-40, February.
  22. Jaweriah HAZRANA & Aaisha NAZRANA, 2017. "An enquiry into the dynamics of real oil prices: A state space approach," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(611), S), pages 197-212, Summer.
  23. Phoebe Koundouri & Nikolaos Kourogenis, 2016. "On the Use of Quadratic Trends in Natural Resource Prices' Modeling," DEOS Working Papers 1608, Athens University of Economics and Business.
  24. Ge, Lei & Huang, Qiwei & Zhu, Fengshuang & Chen, Shun, 2025. "Advanced time series forecasting for commodities: Insights from the FEDformer model," Energy Economics, Elsevier, vol. 147(C).
  25. Shafiee, Shahriar & Topal, Erkan, 2010. "An overview of global gold market and gold price forecasting," Resources Policy, Elsevier, vol. 35(3), pages 178-189, September.
  26. Abhijit Sharma & Kelvin G Balcombe & Iain M Fraser, 2009. "Non-renewable resource prices: Structural breaks and long term trends," Economics Bulletin, AccessEcon, vol. 29(2), pages 805-819.
  27. Courage Mlambo, 2022. "Non-Renewable Resources and Sustainable Resource Extraction: An Empirical Test of the Hotelling Rule’s Significance to Gold Extraction in South Africa," Sustainability, MDPI, vol. 14(17), pages 1-17, August.
  28. Tapia Cortez, Carlos A. & Hitch, Michael & Sammut, Claude & Coulton, Jeff & Shishko, Robert & Saydam, Serkan, 2018. "Determining the embedding parameters governing long-term dynamics of copper prices," Chaos, Solitons & Fractals, Elsevier, vol. 111(C), pages 186-197.
  29. Burcu Afyonoglu Fazlioglu & Agustin Pérez-Barahona & Cagri Saglam, 2014. "The dynamic implications of energy-intensive capital accumulation," Working Papers hal-01074201, HAL.
  30. Zaklan, Aleksandar & Abrell, Jan & Neumann, Anne, 2016. "Stationarity changes in long-run energy commodity prices," Energy Economics, Elsevier, vol. 59(C), pages 96-103.
  31. Slaibi, Ahmad & Chapman, Duane & Daouk, Hazem, 2005. "An Econometric Evaluation of A Geopolitical Theory of Oil Price Behavior," Working Papers 127131, Cornell University, Department of Applied Economics and Management.
  32. Nikolaos Kourogenis & Phoebe Koundouri, 2010. "On the Stationarity of Exhaustible Natural Resource Prices," DEOS Working Papers 1022, Athens University of Economics and Business.
  33. Manuel Landajo & María José Presno, 2022. "The prices of renewable commodities: a robust stationarity analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(2), pages 447-470, April.
  34. Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2013. "Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices," DEOS Working Papers 1305, Athens University of Economics and Business.
  35. repec:aen:journl:ej36-2-02 is not listed on IDEAS
  36. Junsoo Lee & John List, 2004. "Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 29(1), pages 21-37, September.
  37. Kourogenis, Nikolaos & Koundouri, Phoebe, 2010. "On the Stationarity of Exhaustible Natural Resource Prices: Misspecification Effects Arising from Incomplete Models," MPRA Paper 122473, University Library of Munich, Germany.
  38. Tapia, Carlos & Coulton, Jeff & Saydam, Serkan, 2020. "Using entropy to assess dynamic behaviour of long-term copper price," Resources Policy, Elsevier, vol. 66(C).
  39. Lu-Tao Zhao & Shun-Gang Wang & Zhi-Gang Zhang, 2020. "Oil Price Forecasting Using a Time-Varying Approach," Energies, MDPI, vol. 13(6), pages 1-16, March.
  40. Ghoshray, Atanu & Johnson, Ben, 2010. "Trends in world energy prices," Energy Economics, Elsevier, vol. 32(5), pages 1147-1156, September.
  41. C. A. Tapia Cortez & J. Coulton & C. Sammut & S. Saydam, 2018. "Determining the chaotic behaviour of copper prices in the long-term using annual price data," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 4(1), pages 1-13, December.
  42. Burcu Afyonoğlu Fazlıoğlu & Agustín Pérez-Barahona & Çağrı Sağlam, 2019. "Energy and Physical Capital: A Case of Non-classical Dynamics," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 72(4), pages 1003-1022, April.
  43. Angelov, Nikolay, 2006. "Structural breaks in Iron-Ore prices: The impact of the 1973 oil crisis," Working Paper Series 2006:11, Uppsala University, Department of Economics.
  44. Hachmi Ben Ameur & Sahbi Boubaker & Zied Ftiti & Wael Louhichi & Kais Tissaoui, 2024. "Forecasting commodity prices: empirical evidence using deep learning tools," Annals of Operations Research, Springer, vol. 339(1), pages 349-367, August.
  45. Huhtala, Anni & Toppinen, Anne & Boman, Mattias, 2001. "An Environmental Accountant`s Dilemma: Are Stumpage Prices Reliable Indicators of Resource Scarcity?," Working Papers 77, National Institute of Economic Research.
  46. Torres, Cati & Valero, Alicia & Valero, Antonio & Naredo, José Manuel, 2026. "Squaring the circle of the circular economy. The need to properly account for scarcity to guide mineral resource management," Ecological Economics, Elsevier, vol. 240(C).
  47. Aleksandar Zaklan & Jan Abrell & Anne Neumann, 2011. "Stationarity Changes in Long-Run Fossil Resource Prices: Evidence from Persistence Break Testing," Discussion Papers of DIW Berlin 1152, DIW Berlin, German Institute for Economic Research.
  48. Shafiee, Shahriar & Topal, Erkan, 2008. "An econometrics view of worldwide fossil fuel consumption and the role of US," Energy Policy, Elsevier, vol. 36(2), pages 775-786, February.
  49. Chermak, Janie M. & Patrick, Robert H., 2002. "Comparing tests of the theory of exhaustible resources," Resource and Energy Economics, Elsevier, vol. 24(4), pages 301-325, November.
  50. Gil-Alana, Luis A. & Gupta, Rangan, 2014. "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, vol. 45(C), pages 511-516.
  51. Presno, María José & Landajo, Manuel & Fernández, Paula, 2014. "Non-renewable resource prices: A robust evaluation from the stationarity perspective," Resource and Energy Economics, Elsevier, vol. 36(2), pages 394-416.
  52. Zheng, Shuxian & Tan, Zhanglu & Xing, Wanli & Zhou, Xuanru & Zhao, Pei & Yin, Xiuqi & Hu, Han, 2022. "A comparative exploration of the chaotic characteristics of Chinese and international copper futures prices," Resources Policy, Elsevier, vol. 78(C).
  53. Margaret E. Slade & Henry Thille, 2009. "Whither Hotelling: Tests of the Theory of Exhaustible Resources," Annual Review of Resource Economics, Annual Reviews, vol. 1(1), pages 239-259, September.
  54. Jing Li & Henry Thompson, 2010. "A Note on the Oil Price Trend and GARCH Shocks," The Energy Journal, , vol. 31(3), pages 159-166, July.
  55. Conrad, Jon M., 2000. "Wilderness: options to preserve, extract, or develop," Resource and Energy Economics, Elsevier, vol. 22(3), pages 205-219, July.
  56. Alper Kara & Dilem Yildirim & G. Ipek Tunc, 2023. "Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 279-290, June.
  57. Alper Kara & Dilem Yıldırım & Gül İpek Tunç, 2021. "Market Efficiency In Non-Renewable Resource Markets: Evidence From Stationarity Tests With Structural Changes," ERC Working Papers 2103, ERC - Economic Research Center, Middle East Technical University, revised Apr 2021.
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